+54.0%
EXPE vs HTZ
-93.2%
+147.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.0% | +5.9% | -1.1% |
| 7D | -11.2% | -27.5% | +16.3% | -7.4% |
| 30D | -7.5% | -21.9% | +14.4% | -4.5% |
| 3M | -19.1% | -29.2% | +10.2% | -16.2% |
| 6M | +10.7% | -75.2% | +85.9% | +27.0% |
| YTD | -9.9% | -70.8% | +60.9% | -0.4% |
| 1Y | -4.6% | -76.1% | +71.5% | +8.3% |
| 3Y | +116.8% | -82.5% | +199.3% | +135.1% |
| 5Y | +38.6% | -94.1% | +132.7% | +91.6% |
| All | +54.0% | -93.2% | +147.2% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling